Nonlinear expectations and stochastic calculus under uncertainty: with robust clt and g-brownian motion
Auteur :
Peng, Shige
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783662599051
Date de publication :
19 sept. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.